Call-Warrant

Symbol: UHRDJB
Underlyings: Swatch Group I
ISIN: CH0547548716
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
27.10.21
16:04:00
0.497
0.507
CHF
Volume
200,000
200,000

Performance

Closing prev. day 0.537
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.411 Volume 100,000
Time 09:21:39 Date 25/10/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0547548716
Valor 54754871
Symbol UHRDJB
Strike 225.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 11/06/2020
Date of maturity 17/12/2021
Last trading day 17/12/2021
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name Swatch Group I
ISIN CH0012255151
Price 246.90 CHF
Date 27/10/21 15:57
Ratio 50.00

Key data

Intrinsic value 0.43
Time value 0.06
Implied volatility 0.32%
Leverage 9.19
Delta 0.92
Gamma 0.01
Vega 0.13
Distance to Strike 21.10
Distance to Strike in % 8.57%

market maker quality Date: 26/10/2021

Average Spread 1.87%
Last Best Bid Price 0.54 CHF
Last Best Ask Price 0.55 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 200,000
Average Sell Volume 200,000
Average Buy Value 106,345 CHF
Average Sell Value 108,345 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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